Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263112.2369 | 25752.9147 | 237359.3222 | 282089.0061 | -8714.1347 | 290803.1408 |
Total P&L (%) | 263.1122 | 25.7529 | 237.3593 | 282.089 | -8.7141 | 290.8031 |
Avg Daily Profit (%) | 0.1726 | 0.0169 | 0.1557 | 0.088 | -0.006 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90574 | -61950 | -48621 | -406915 | -270025 | -201908 |
Profit Factor | 1.7335 | 1.1237 | 2.5777 | 1.2757 | 0.9836 | 1.5924 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 7 | 17 | 24 | 7 | 17 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 38.7097 | 22.5806 | 54.8387 | 38.7097 | 22.5806 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.7447 | 3.8525 | 2.1228 | 2.0199 | 3.3724 | 1.3114 |
Largest Winning Trade | 78245 | 78245 | 69506 | 177115 | 177115 | 162865 |
Largest Losing Trade | -27820 | -27820 | -26943 | -92115 | -74870 | -92115 |
Avg Bars in Trades | 143 | 99 | 188 | 143 | 99 | 188 |
Avg Bars in Winners | 269 | 229 | 286 | 269 | 229 | 286 |
Avg Bars in Losers | 64 | 61 | 69 | 64 | 61 | 69 |
Bars Traded | 8920 | 3076 | 5844 | 8920 | 3076 | 5844 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152495 | -297683 | 458815 | -237624 | -618518 | -71069 |
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{ "first_band": { "type": "sma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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